New phone scam?

Yesterday I received a few calls, and the caller ID said "restricted", so no phone number showed.  I didn't pick up at first. Finally, when the caller called for the third time, I answered. The caller knew my name and said  "I have your dog." I do not have a dog, so I asked "who is it?", and the person hung up.

What was this caller up to? Seems like it's clearly some kind of scam, but what? How did they know my name and cell phone number?

They might be trying to see when you are available by phone.  That information could be sold to another telemarketer.  Or they might record what you said, then to have you agreeing to something expensive.  

They probably got your name and phone number from the phone book or from a contest you entered.

maybe related to this https://800notes.com/Phone.aspx/1-208-758-0218 ???

The caller asks 'Do you own a small dog?'